VALEK603 - Vale
Opções
R$ 58,04
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 5,92
Valor Teórico
R$ 5,41
Valor Intrínseco
R$ 0,51
Valor Extrínseco
85,32 %
Delta
0,04030
Gamma
-0,04462
Theta
0,03603
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20205.115.116.005.885.9363.455.410.5285 %0.04031-0.044630.0360336 %7 %
22/10/20205.405.255.705.515.5663.105.060.5085 %0.04326-0.040020.0371633 %3 %
21/10/20204.784.785.585.525.4262.854.810.6183 %0.04522-0.042920.0417034 %16 %
20/10/20204.664.614.964.734.6761.843.800.8777 %0.05279-0.048580.0502034 %-5 %
19/10/20205.204.915.755.294.9161.953.911.0076 %0.04968-0.051270.0528936 %-6 %
16/10/20205.435.215.455.295.2162.244.201.0177 %0.04682-0.050250.0535737 %-3 %
15/10/20205.295.055.395.225.3762.474.430.9478 %0.04564-0.046390.0532336 %-8 %
14/10/20205.265.175.845.525.8363.004.960.8780 %0.04199-0.043490.0519436 %13 %
13/10/20204.334.335.405.045.1662.144.101.0676 %0.04713-0.045190.0579535 %-
09/10/20204.504.504.734.614.6661.603.561.1075 %0.05187-0.041110.0620832 %0 %
08/10/20204.004.004.654.604.6561.293.251.4071 %0.05011-0.045660.0668634 %16 %
07/10/20203.753.654.053.884.0260.172.131.8965 %0.05274-0.049120.0728536 %26 %
06/10/20204.002.694.083.413.2058.620.582.6256 %0.05511-0.050800.0768137 %2 %
05/10/20203.593.143.913.703.1459.591.551.5964 %0.06710-0.037580.0756028 %-4 %
02/10/20203.493.223.603.383.2758.320.282.9955 %0.05147-0.051350.0794538 %-7 %
01/10/20204.003.214.003.333.5058.860.822.6858 %0.05171-0.048670.0805637 %-13 %
30/09/20204.124.014.204.054.0159.111.072.9459 %0.04566-0.052740.0817641 %16 %
29/09/20204.163.474.164.013.4758.350.313.1655 %0.04858-0.049600.0831939 %-9 %
28/09/20204.343.704.394.113.8058.780.743.0657 %0.04659-0.049540.0843539 %-4 %
25/09/20203.973.964.033.963.9659.251.212.7559 %0.04731-0.046530.0851737 %4 %
24/09/20203.873.813.873.843.8158.660.623.1957 %0.04578-0.047960.0867539 %-10 %
23/09/20203.373.374.253.664.2559.101.063.1958 %0.04269-0.049190.0877841 %16 %
22/09/20203.803.463.803.503.6757.810.003.6753 %0.04289-0.049370.0887442 %-1 %
21/09/20204.213.514.213.693.7060.001.961.7465 %0.05810-0.032000.0864927 %-23 %
18/09/20205.324.815.325.214.8161.663.621.1975 %0.05019-0.027880.0778026 %0 %
17/09/20204.114.114.804.494.8062.084.040.7681 %0.05177-0.020470.0675921 %17 %
16/09/20204.114.114.114.114.1160.972.931.1873 %0.05827-0.024970.0818023 %-
08/09/20204.004.004.004.004.00---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK608Americano58,540,50
VALEK613Europeu59,041,00
VALEK618Americano59,541,50
VALEK623Europeu60,042,00
VALEK628Americano60,542,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK598Americano57,54-0,50
VALEK605Europeu57,04-1,00
VALEK600Americano56,54-1,50
VALEK560Europeu56,04-2,00
VALEK580Americano55,54-2,50